BTEFX vs. BOSOX
Compare and contrast key facts about Boston Trust Equity Fund (BTEFX) and Boston Trust Small Cap Fund (BOSOX).
BTEFX is managed by Boston Trust Walden. It was launched on Oct 1, 2003. BOSOX is managed by Boston Trust Walden.
Performance
BTEFX vs. BOSOX - Performance Comparison
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BTEFX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | -5.64% | 8.85% | 13.70% | 17.29% | -14.15% | 29.74% | 14.66% | 31.87% | -2.55% | 18.76% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, BTEFX achieves a -5.64% return, which is significantly lower than BOSOX's -4.10% return. Over the past 10 years, BTEFX has outperformed BOSOX with an annualized return of 11.19%, while BOSOX has yielded a comparatively lower 9.28% annualized return.
BTEFX
- 1D
- 0.09%
- 1M
- -7.19%
- YTD
- -5.64%
- 6M
- -4.46%
- 1Y
- 6.00%
- 3Y*
- 9.33%
- 5Y*
- 7.70%
- 10Y*
- 11.19%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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BTEFX vs. BOSOX - Expense Ratio Comparison
BTEFX has a 0.85% expense ratio, which is lower than BOSOX's 1.00% expense ratio.
Return for Risk
BTEFX vs. BOSOX — Risk / Return Rank
BTEFX
BOSOX
BTEFX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Equity Fund (BTEFX) and Boston Trust Small Cap Fund (BOSOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BTEFX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | -0.13 | +0.58 |
Sortino ratioReturn per unit of downside risk | 0.78 | -0.05 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.11 | 0.99 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | -0.33 | +0.78 |
Martin ratioReturn relative to average drawdown | 1.96 | -1.03 | +2.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTEFX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | -0.13 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.20 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.48 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.41 | +0.11 |
Correlation
The correlation between BTEFX and BOSOX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BTEFX vs. BOSOX - Dividend Comparison
BTEFX's dividend yield for the trailing twelve months is around 7.76%, more than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | 7.76% | 7.33% | 2.50% | 1.54% | 3.16% | 2.65% | 2.91% | 1.01% | 1.80% | 0.98% | 6.71% | 7.63% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
BTEFX vs. BOSOX - Drawdown Comparison
The maximum BTEFX drawdown since its inception was -47.71%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for BTEFX and BOSOX.
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Drawdown Indicators
| BTEFX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -51.32% | +3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -11.89% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -22.36% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -36.79% | +3.96% |
Current DrawdownCurrent decline from peak | -8.33% | -16.07% | +7.74% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -7.26% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 3.82% | -1.40% |
Volatility
BTEFX vs. BOSOX - Volatility Comparison
The current volatility for Boston Trust Equity Fund (BTEFX) is 3.08%, while Boston Trust Small Cap Fund (BOSOX) has a volatility of 4.10%. This indicates that BTEFX experiences smaller price fluctuations and is considered to be less risky than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTEFX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 4.10% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.93% | 10.48% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 18.96% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 17.82% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 19.56% | -2.58% |